+27.2%
ZETA vs MSTU
-90.8%
+117.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -7.3% | +15.4% | +9.3% |
| 7D | +13.2% | -21.7% | +35.0% | +17.3% |
| 30D | +6.0% | -42.8% | +48.8% | +14.5% |
| 3M | +27.3% | +21.4% | +5.9% | +16.8% |
| 6M | +104.6% | -74.1% | +178.7% | +131.1% |
| YTD | +72.3% | -72.4% | +144.7% | +78.6% |
| 1Y | +76.3% | -90.1% | +166.4% | +115.8% |
| All | +27.2% | -90.8% | +117.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling